+14.1%
AGG vs SIMO
+605.2%
-591.0%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +7.2% | -7.3% | -0.1% |
| 7D | -1.1% | +11.0% | -12.1% | -1.1% |
| 30D | -1.1% | +17.9% | -19.0% | -1.2% |
| 3M | -1.9% | +3.9% | -5.8% | -2.0% |
| 6M | -1.7% | +131.0% | -132.7% | -2.2% |
| YTD | -1.3% | +209.3% | -210.6% | -2.0% |
| 1Y | -0.7% | +223.8% | -224.5% | -1.6% |
| 3Y | +12.5% | +479.2% | -466.8% | +11.0% |
| 5Y | -2.5% | +316.0% | -318.5% | -3.8% |
| All | +14.1% | +605.2% | -591.0% | +12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SIMO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling